Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-23 40.475391 44.212647 48.340028 53.275701 59.070685 65.727151 74.053787
2025-03-02 34.454841 39.233113 44.891046 52.218207 61.666814 73.763673 91.011448
2025-03-09 31.033009 36.261617 42.733466 51.572466 63.750125 80.669081 107.523601
2025-03-16 28.063987 33.360424 40.115395 49.689468 63.527590 83.988069 119.428203
2025-03-23 27.048286 32.771087 40.319406 51.486106 68.579746 95.907696 149.150885
2025-03-30 25.513963 31.320405 39.160777 51.120579 70.222866 102.669581 172.403152
2025-04-06 24.101493 29.901396 37.883936 50.374518 71.060426 108.133862 195.547634
2025-04-13 22.569366 28.201723 36.055106 48.561652 69.810045 109.407461 209.665836
2025-04-20 22.163262 28.039071 36.419580 50.187991 74.690280 123.834245 267.555327
2025-04-27 21.705345 27.760436 36.572184 51.463985 79.138431 138.791250 342.737506
2025-05-04 21.167823 27.324361 36.439351 52.227651 82.728316 153.067221 436.104597
2025-05-11 20.402245 26.503696 35.645206 51.754998 83.753304 161.351965 518.386614
2025-05-18 19.607857 25.630083 34.758907 51.124557 84.558033 170.021091 628.979223
2025-05-25 18.793461 24.689895 33.713913 50.122801 84.447322 176.297758 748.698382
2025-06-01 18.127453 23.941081 32.928243 49.518086 85.118587 185.366399 937.355804
2025-06-08 17.288477 22.888474 31.585547 47.752471 82.864020 184.192504 1022.770360
2025-06-15 17.157194 22.923247 32.036621 49.437160 89.040857 215.342560 1911.748960
2025-06-22 16.670983 22.377215 31.477153 49.094594 90.200438 228.809232 2894.742169
2025-06-29 16.156396 21.764411 30.770063 48.395105 90.337723 238.391905 4386.709979
2025-07-06 15.504634 20.910045 29.609416 46.693754 87.607160 234.203763 4988.921586
2025-07-13 15.422564 20.961874 30.012979 48.220161 93.819793 276.299555 45974.826631
2025-07-20 15.286971 20.919508 30.246668 49.416431 99.445812 322.775592 NaN
2025-07-27 15.083967 20.757267 30.255965 50.131836 103.868070 369.083594 NaN